I am new to Anaplan and I have started the training yesterday only. I wanted to ask whether going forward in the course will we be taught step by step how to build model simultaneously or do we have to learn it on our own.
Completely understand your concern. You will find that the Level 1 course is step by step. The only thing you'll need to make sure you have as a pre-requisite is a place to work your models in Anaplan. You've got this!
L1 is a very good starting point to Anaplan and will take you step-by-step through the building process. However, If one is not familiar with Anaplan and hasn't seen it in action I find it helpful when the person starts with some basic foundation of Anaplan to allow them to consume the L1 training material more efficiently. Some of these basic foundations are: